-37.7%
RBLX vs JD
-64.4%
+26.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +3.7% |
| 7D | +12.4% | -1.7% | +14.1% | +13.0% |
| 30D | +19.7% | -13.2% | +32.8% | +25.1% |
| 3M | -0.1% | -3.2% | +3.1% | +0.2% |
| 6M | -35.7% | +15.2% | -51.0% | -39.9% |
| YTD | -46.6% | +2.0% | -48.5% | -47.8% |
| 1Y | -66.6% | -5.4% | -61.3% | -66.6% |
| 3Y | +52.3% | -9.1% | +61.4% | +39.6% |
| 5Y | -47.7% | -59.6% | +11.9% | -31.7% |
| All | -37.7% | -64.4% | +26.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling